Is your primary diagnosis depression, anxiety disorder or both? Are you having any side effects on your current Zoloft dose?
Sure, I understand that the two things can often go together, but most psychiatrists try to distinguish between depression or anxiety disorders so that the treatment can be most effective.
If you are tolerating the Zoloft well without any side effects, then it would be reasonable to increase the dose to 150-200 mg gradually. This certainly may help control your anxiety better. However, in cases where anxiety is severe, other medications such as clonazepam, seroquel or aripiprazole may help in ways that your antidepressant alone may not. In any case, I would not recommend making any changes in your zoloft dose before discussing it with the doctor who prescribed it for you. They may have other suggestions which are more appropriate for you, and if you do decide to increase your dose they will likely want to keep a closer eye on you to monitor how you respond to the change in dose.
I hope this has helped.